On differential properties of copulas

  • Authors:

  • Roberto Ghiselli Ricci

  • Affiliations:

  • Department of Economia Istituzioni Territorio, University of Ferrara, Via Voltapaletto 11, 44121 Ferrara, Italy

  • Venue:
  • Fuzzy Sets and Systems
  • Year:
  • 2013

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Abstract

We clarify the problem of the existence of functions obtained as particular restrictions of the first partial derivatives of a quasi-copula and we show their role for characterizing the 2-increasing property. The question of the existence of the one-sided first partial derivatives of a copula along an affine section of the real unit square is discussed and new results and several examples are provided.